Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
160.95 |
160.75 |
-0.20 |
-0.1% |
159.72 |
| High |
160.97 |
161.58 |
0.61 |
0.4% |
161.09 |
| Low |
160.50 |
160.70 |
0.20 |
0.1% |
159.14 |
| Close |
160.79 |
161.40 |
0.61 |
0.4% |
160.73 |
| Range |
0.47 |
0.88 |
0.41 |
87.2% |
1.95 |
| ATR |
0.88 |
0.88 |
0.00 |
0.0% |
0.00 |
| Volume |
521,768 |
741,667 |
219,899 |
42.1% |
4,239,811 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.87 |
163.51 |
161.88 |
|
| R3 |
162.99 |
162.63 |
161.64 |
|
| R2 |
162.11 |
162.11 |
161.56 |
|
| R1 |
161.75 |
161.75 |
161.48 |
161.93 |
| PP |
161.23 |
161.23 |
161.23 |
161.32 |
| S1 |
160.87 |
160.87 |
161.32 |
161.05 |
| S2 |
160.35 |
160.35 |
161.24 |
|
| S3 |
159.47 |
159.99 |
161.16 |
|
| S4 |
158.59 |
159.11 |
160.92 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.17 |
165.40 |
161.80 |
|
| R3 |
164.22 |
163.45 |
161.27 |
|
| R2 |
162.27 |
162.27 |
161.09 |
|
| R1 |
161.50 |
161.50 |
160.91 |
161.89 |
| PP |
160.32 |
160.32 |
160.32 |
160.51 |
| S1 |
159.55 |
159.55 |
160.55 |
159.94 |
| S2 |
158.37 |
158.37 |
160.37 |
|
| S3 |
156.42 |
157.60 |
160.19 |
|
| S4 |
154.47 |
155.65 |
159.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161.58 |
159.82 |
1.76 |
1.1% |
0.77 |
0.5% |
90% |
True |
False |
767,818 |
| 10 |
163.19 |
159.14 |
4.05 |
2.5% |
1.02 |
0.6% |
56% |
False |
False |
880,358 |
| 20 |
164.06 |
159.14 |
4.92 |
3.0% |
0.90 |
0.6% |
46% |
False |
False |
837,018 |
| 40 |
166.36 |
159.14 |
7.22 |
4.5% |
0.77 |
0.5% |
31% |
False |
False |
777,060 |
| 60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.76 |
0.5% |
31% |
False |
False |
728,454 |
| 80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.73 |
0.5% |
31% |
False |
False |
549,585 |
| 100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.69 |
0.4% |
31% |
False |
False |
440,218 |
| 120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.66 |
0.4% |
31% |
False |
False |
366,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.32 |
|
2.618 |
163.88 |
|
1.618 |
163.00 |
|
1.000 |
162.46 |
|
0.618 |
162.12 |
|
HIGH |
161.58 |
|
0.618 |
161.24 |
|
0.500 |
161.14 |
|
0.382 |
161.04 |
|
LOW |
160.70 |
|
0.618 |
160.16 |
|
1.000 |
159.82 |
|
1.618 |
159.28 |
|
2.618 |
158.40 |
|
4.250 |
156.96 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161.31 |
161.19 |
| PP |
161.23 |
160.99 |
| S1 |
161.14 |
160.78 |
|